Quote Cancel Workflow

⛔ Old “GRFQ” Workflow

Successful Quote Cancellation

1. API Request Returns 204 OK, no Response Body
2. Event is sent to quote channel with kind: CANCELED
3. Event is sent to quote_book channel with kind: REMOVED

Error Quote Cancellation

1. API Returns 400
2. No Websockets Messages

✅ New “OB” Workflow

Successful Quote Cancellation

1. API Request Returns 202 OK, including action_id field with status: PENDING
2. Event is sent to quote channel with kind: CANCELED
3. Event is sent to quote_book channel with kind: REMOVED
4. Event is sent to quote_status channel with matching action_id and success: true

Error Quote Cancellation - Quote Unavailable

1. API Returns HTTP 400, Error 3308 “Unavailable Quote”
2. No Websockets Messages

Error Quote Cancellation - Too Late to Cancel (Fails API Validation)

1. API Returns HTTP 400, Error 3306 “Too late to cancel”
2. No Websockets Messages

Error Quote Cancellation - Too Late to Cancel (API validation success, fails OrderBook Validation)

1. API Returns HTTP 202 Accepted
2. Event is sent to quote_status WebSocket Channel with Error 3306 “Too late to cancel”

💬 Sample Messages

• [DELETE] /quotes/{quote_id}/ API Response, Pending Quote Cancellation

  1
  {
  2
    "action_id": "7a27eaf2-fbb0-4163-8d23-e1a571df13cc"
  3
  }

• quote Channel, Successfully Cancelled Quote

  1
  {
  2
    "jsonrpc": "2.0",
  3
    "method": "subscription",
  4
    "params": {
  5
      "channel": "quote",
  6
      "data": {
  7
        "kind": "CANCELED",
  8
        "quote": {
  9
          "side": "BUY",
  10
          "status": "CLOSED",
  11
          "maker": "PARA0",
  12
          "product_codes": [
  13
            "DO"
  14
          ],
  15
          "remaining_quantity": "25.3",
  16
          "created": 1701395244088.892,
  17
          "last_activity": 1701395290853.689,
  18
          "legs": [
  19
            {
  20
              "side": "BUY",
  21
              "price": "0.053"
  22
            }
  23
          ],
  24
          "price": "0.053",
  25
          "description": "Call  15 Dec 23  35000",
  26
          "original_quantity": "25.3",
  27
          "type": "LIMIT",
  28
          "legacy_id": 50070251,
  29
          "filled_quantity": "0",
  30
          "id": "q_2Yv9ZpWB3Xg5tqClUyMx6Esjdlh",
  31
          "rfq_id": 50000631,
  32
          "client_order_id": "bcbb0fdf-3af6-4db7-9b04-00b133f3f803"
  33
        }
  34
      },
  35
      "meta": {
  36
        "seq_group": 2490988106,
  37
        "seq_num": 12
  38
      }
  39
    }
  40
  }

• quote_book Channel, Successfully Cancelled Quote

  1
  {
  2
    "jsonrpc": "2.0",
  3
    "method": "subscription",
  4
    "params": {
  5
      "channel": "quote_book",
  6
      "data": {
  7
        "kind": "REMOVED",
  8
        "quote": {
  9
          "legs": [
  10
            {
  11
              "side": "BUY",
  12
              "price": "0.053"
  13
            }
  14
          ],
  15
          "remaining_quantity": "25.3",
  16
          "price": "0.053",
  17
          "side": "BUY",
  18
          "status": "CLOSED",
  19
          "legacy_id": 50070251,
  20
          "id": "q_2Yv9ZpWB3Xg5tqClUyMx6Esjdlh",
  21
          "rfq_id": 50000631,
  22
          "created": 1701395244088.892,
  23
          "last_activity": 1701395290853.689
  24
        }
  25
      },
  26
      "meta": {
  27
        "seq_group": 80552588,
  28
        "seq_num": 459
  29
      }
  30
    }
  31
  }

• quote_status Channel, Successful API Request

  1
  {
  2
    "jsonrpc": "2.0",
  3
    "method": "subscription",
  4
    "params": {
  5
      "channel": "quote_status",
  6
      "data": {
  7
        "action_id": "4ce0a024-712b-4431-83a5-db28460c82c7",
  8
        "kind": "cancel",
  9
        "success": true
  10
      },
  11
      "meta": {
  12
        "seq_group": 768255716,
  13
        "seq_num": 6
  14
      }
  15
    }
  16
  }